If you are running KNOPPIX off the CD.
The HD is mounted but as read only.
If you right click on the HD on your desktop you can change it to read write.
If your HD is formatted as FAT16 or 32 you can write to it. If it is NTFS you can still write to it but it might mess up your HD (I am not sure about this so if anyone knows for sure your help would be grate.)

I would suggest storing it to floppy.
Later
Ben